Research Catalog

Title

Seasonality : systems, strategies and signals / Jake Bernstein.

Author

Bernstein, Jacob, 1946-

Publication

New York : Wiley, [1998], ©1998.

Items in the Library & Off-site

Holdings

Details

Description

xiii, 217 pages : illustrations; 24 cm.

Summary

• Over the years, considerable attention has been paid to the effects of interest rates, money supply, earnings, inflation, and other key factors on stock and commodity prices. Yet, the immense impact of seasonal price tendencies has been either grossly underestimated or completely ignored. Often overlooked, but equally significant, seasonality is based on the assumption that seasonal influences cause biases in the movement of market prices.
• Among its many advantages, seasonality allows the trader to formulate objective decisions founded on a logical, verifiable, and operational methodology, creating a backdrop of probable market trends in most time frames and in most markets, and providing historically valid input for use as an adjunct to other analytical methods and timing indicators. The essence of seasonality is found in its lengthy history and statistically testable methodologies.
• Balancing theory and practice, Bernstein provides a thorough, real-world understanding of seasonal timing concepts and techniques. Along with results of his own research, he integrates the work of numerous market analysts, such as W. D. Gann, Art Merrill, Burton Pugh, Samuel Benner, and Yale Hirsch, among others, to create a pragmatic and highly functional analytical framework.
• With his coverage of significant concepts such as seasonal spread relationships, key dates, and cash tendencies, you'll be able to discern seasonal patterns in monthly and daily cash and futures data. Once the basics are firmly in place, Bernstein leads you step by step through the essential process of formulating a seasonal trading program that incorporates important timing strategies and risk management tools.

Series Statement

Wiley trading advantage series

Uniform Title

Wiley trading advantage.

Subject

• Stocks > Prices
• Seasonal variations (Economics)

Bibliography (note)

• Includes bibliographical references and index.

Contents

Ch. 1. Seasonality, Price History, and Humankind -- Ch. 2. An Overview of Seasonal Research -- Ch. 3. Seasonal Price Patterns in Cash Market Data -- Ch. 4. Seasonal Price Patterns in Weekly Futures Market Data -- Ch. 5. Seasonal Spread Relationships -- Ch. 6. Daily Seasonal Price Tendencies -- Ch. 7. Critical Seasonal Month Concept -- Ch. 8. Key Date Seasonals -- Ch. 9. An Overview of Seasonal Trading Systems, Methods, and Concepts -- Ch. 10. Combining Seasonality with Timing -- Ch. 11. Conclusions and Suggestions for Further Research -- App. A. Examining Daily Seasonal Cash Tendencies -- App. B. Monthly Seasonal Cash Charts -- App. C. Selected Weekly Seasonal Charts -- App. D. Key Date Seasonal Trades -- App. E. Software Used in Writing This Book.

ISBN

0471168114 (pbk. : alk. paper)

LCCN

97038741

OCLC

ocm37770652

Owning Institutions

Columbia University Libraries